用合成数据训练图自编码器,识别洗钱交易的拓扑模式。
Synthetic Pattern Generation and Detection of Financial Activities using Graph Autoencoders
- 用参数化生成器构建七类洗钱模式的合成交易网络。
- GAE-GCN在所有模式上重建误差最低,表现最稳定。
- 无需标签即可通过重构误差发现异常模式,适合隐私受限场景。
非法金融活动如洗钱常表现为交易网络中的重复拓扑模式。由于真实标注数据稀缺且隐私限制严格,自动检测这些模式仍具挑战。为此,我们研究图自编码器(GAE)能否在合成数据上有效学习并区分模拟洗钱行为的拓扑结构。实验分为两阶段:(i) 数据生成,利用参数化生成器创建七类已知非法活动模式的合成样本,保持结构一致性并引入现实变异;(ii) 模型训练与验证,对每类模式分别训练GAE,不依赖标签,仅以重构误差作为结构学习指标。比较三种基于不同卷积层的GAE实现:GCN、GraphSAGE和GAT。结果表明,GAE-GCN在各类模式中均表现出最一致的重构性能,而GAE-SAGE与GAE-GAT仅在少数特定模式中表现良好。研究说明,基于合成数据的图表示学习可为反洗钱AI工具提供可行路径,克服金融数据集的局限性。
原文摘要 · Abstract (English)
Illicit financial activities such as money laundering often manifest through recurrent topological patterns in transaction networks. Detecting these patterns automatically remains challenging due to the scarcity of labeled real-world data and strict privacy constraints. To address this, we investigate whether Graph Autoencoders (GAEs) can effectively learn and distinguish topological patterns that mimic money laundering operations when trained on synthetic data. The analysis consists of two phases: (i) data generation, where synthetic samples are created for seven well-known illicit activity patterns using parametrized generators that preserve structural consistency while introducing realistic variability; and (ii) model training and validation, where separate GAEs are trained on each pattern without explicit labels, relying solely on reconstruction error as an indicator of learned structure. We compare three GAE implementations based on three distinct convolutional layers: Graph Convolutional (GAE-GCN), GraphSAGE (GAE-SAGE), and Graph Attention Network (GAE-GAT). Experimental results show that GAE-GCN achieves the most consistent reconstruction performance across patterns, while GAE-SAGE and GAE-GAT exhibit competitive results only in few specific patterns. These findings suggest that graph-based representation learning on synthetic data provides a viable path toward developing AI-driven tools for detecting illicit behaviors, overcoming the limitations of financial datasets.
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